The senator said he would publically reveal the documents he receives back from the UK government as soon as possible, predicting he would have an answer by early next week.
"What can I do? I am making the enquiries," Senator Xenophon said on Friday.
"As soon as I get that paperwork I will give it to you all."
Mr Xenophon, whose Nick Xenophon Team controls three seats in the Senate, has spent the past week denying any dual citizenship concerns despite having a Greek mother and a Cypriot father.
He said he wrote letters to renounce any citizenship to the Greek embassy and Cypriot high commission in 2007, before he entered the federal parliament.
“I have never had citizenship of another country, never wanted citizenship of another country,” he said earlier in the week.
But Senator Xenophon's father Theodoros Xenophou may have left Cyprus for Australia when the country was still a British colony, raising the prospect that Mr Xenophon may have inherited UK citizenship by descent.
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Senator Fiona Nash reveals she is a British citizen
Cyprus was a British colony until 1960. Travel records show the elder Xenophou travelled to Australia in 1951 as a British citizen, the ABC reports.
The inheritance of UK citizenship by descent landed Nationals cabinet minister Fiona Nash in trouble this week, when she revealed she too was a UK citizen.
Parliament will refer her case to the High Court when sitting resumes next month, but Ms Nash has decided to remain in her ministry position until then, following the example set by Nationals leader Barnaby Joyce.
The dual citizenship fiasco has already seen five parliamentarians referred to the High Court, to determine whether they were validly elected under Section 44 of the Constitution.
There are the two resigned Greens senators, Scott Ludlam and Larissa Waters.
The Nationals’ Matt Canavan and Barnaby Joyce, along with One Nation senator Malcolm Roberts, have also been referred but have decided to remain in the parliament, pending the court’s decision.